Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48071.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46676.25 Kr¶

PnL: ---------------------------------------> -212.32 Kr¶

DD now: ---------------------------------> -1.149 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:27:53.234308'

Anic Portfolio¶

Today¶

Return: 0.077 %¶

This Week¶

Return: 1.131 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 57.373 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.840000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 0.330000 3166.800000 195.800000 6.590000 2971.000006
Boozt 12 3.970000 1761.600000 107.600000 6.510000 1653.999996
Corem Property Group B 59 -3.010000 666.110000 89.110000 15.440000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.400000 438.600000 83.600000 23.550000 355.000000
HMS Networks 2 -0.220000 715.600000 42.600000 6.330000 673.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Coor Service Management Hold. 8 0.660000 553.200000 21.200000 3.980000 532.000000
Intrum 4 0.260000 547.200000 20.200000 3.830000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
FM Mattsson Mora Group B 50 -0.840000 2945.000000 18.000000 0.610000 2927.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.470000 260.640000 14.640000 5.950000 246.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
AcadeMedia 12 0.550000 567.120000 10.120000 1.820000 557.000004
Resurs Holding 22 -0.710000 581.680000 7.680000 1.340000 573.999998
Essity B 2 -0.210000 581.600000 7.600000 1.320000 574.000000
Nordea Bank Abp 29 -0.220000 3460.860000 6.860000 0.200000 3453.999992
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.020000 570.000000 0.000000 0.000000 570.000000
Handelsbanken A 5 -1.460000 541.500000 -4.500000 -0.820000 546.000000
Swedbank A 3 -0.800000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 -3.500000 522.600000 -11.400000 -2.130000 533.999999
SAAB B 8 0.720000 3355.200000 -21.800000 -0.650000 3377.000000
Vivesto 1368 1.540000 558.420000 -54.580000 -8.900000 612.999432
International Petroleum Corp. 5 0.840000 539.500000 -55.070000 -9.260000 594.565215
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
Axfood 13 1.020000 3616.600000 -139.400000 -3.710000 3756.000001
OX2 18 -0.480000 1495.800000 -168.200000 -10.110000 1663.999992
Ovzon 52 0.170000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 0.410000 3444.000000 -367.000000 -9.630000 3810.999990
TOTAL 46676.250000 -212.320000 -1.14898% 46888.564618

Updated:¶

'2023-01-17 09:28:05.753310'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶